The Goldman Sachs Group, Inc. (GS)
Quantitative Summary
DeterministicGS trades at 18.7x earnings, roughly in line with its sector average of 19.2x. Below-average fundamentals indicated by Piotroski score of 3/9; Altman Z of 0.3 falls in the academic distress zone.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 53% below its 5-year average P/E of 37.9x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $988.17 for The Goldman Sachs Group, Inc. sits within a specific technical context that requires comparison to its moving averages to determine the prevailing trend direction. Without explicit values for short-term or long-term moving averages in the provided dataset, it is impossible to definitively state whether the stock is trading above these benchmarks, which would typically signal bullish momentum, or below them, suggesting potential bearish pressure. The absence of this comparative data leaves the medium-to-long term trajectory ambiguous based solely on the current price point. Regarding short-term momentum indicators, the Relative Strength Index (RSI) remains uncalculated due to a lack of recent percentage change history and closing prices over the necessary lookback period. Consequently, no definitive assessment can be made about whether immediate buying or selling pressure is dominating the market sentiment for this financial services entity. The available snapshot provides only a static price level without the dynamic velocity data required to gauge acceleration or deceleration in asset valuation. Ultimately, while the stock trades at $988.17, the technical picture remains incomplete regarding trend alignment and immediate momentum strength. Investors must await further data points, such as specific moving average levels and recent rate of change metrics, before forming a comprehensive view on whether the current price action represents a continuation of an established trend or a potential reversal point.
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-06-01 | $4.5000 | 0.0% |
| 2026-03-02 | $4.5000 | +12.5% |
| 2025-12-02 | $4.0000 | 0.0% |
| 2025-08-29 | $4.0000 | +33.3% |
| 2025-05-30 | $3.0000 | 0.0% |
| 2025-02-28 | $3.0000 | 0.0% |
| 2024-12-02 | $3.0000 | 0.0% |
| 2024-08-30 | $3.0000 | +9.1% |
| 2024-05-30 | $2.7500 | 0.0% |
| 2024-02-28 | $2.7500 | 0.0% |
| 2023-11-29 | $2.7500 | 0.0% |
| 2023-08-30 | $2.7500 | +10.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| Point72 Asset Mgmt | 2026-Q1 | -2,500 | -4.1% | Decreased |
| Druckenmiller (Duquesne) | 2026-Q1 | -27,500 | -100.0% | Exited |
| Renaissance Technologies | 2026-Q1 | +10,079 | +100.0% | New Position |
| Citadel Advisors | 2026-Q1 | +105,000 | +4.5% | Increased |
| Bridgewater Associates | 2026-Q1 | +1,980 | +91.1% | Increased |
| Two Sigma Investments | 2026-Q1 | -2,300 | -9.2% | Decreased |
| DE Shaw | 2026-Q1 | -5,887 | -61.6% | Decreased |
| Millennium Management | 2026-Q1 | +30,700 | +19.4% | Increased |
| Citadel Advisors | 2025-Q4 | -305,800 | -11.6% | Decreased |
| Bridgewater Associates | 2025-Q4 | -4,254 | -66.2% | Decreased |
| Soros Fund Management | 2025-Q4 | -9,561 | -100.0% | Exited |
| Two Sigma Investments | 2025-Q4 | +23,000 | +1150.0% | Increased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like DIA or IYF, the fund manager is mechanically forced to buy or sell GS shares regardless of The Goldman Sachs Group, Inc.'s individual fundamentals. We estimate $36.0B of passive capital is structurally linked to GS through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in The Goldman Sachs Group, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If The Goldman Sachs Group, Inc. (GS) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMORGAN CHASE + CO (JPM) as the most exposed collateral stock, sharing 2 ETFs with GS. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 33 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
GS Ownership Dynamics
Passive funds hold 1 in every 7 GS shares, reducing daily market volatility.
The Goldman Sachs Group, Inc. (GS) exerts measurable gravity on the passive index market, currently representing 12.1% of the DIA (DIA) and 4.2% of the IYF (IYF). Across 32 tracked ETFs, approximately 41M shares (13.8% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest GS Exposure
Float lock-up computed from 32 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GS Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for The Goldman Sachs Group, Inc. over the past year sits near $938.97 (12% of 252-day volume). The current price of $1064.58 trades 13.4% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-12 | 92 | $944.86 | $86,927.12 |
| 2026-05-11 | 426 | $936.48 | $398,940.48 |
| 2026-05-04 | 13,002 | $923.71 | $12.0M |
| 2026-05-01 | 220 | $923.77 | $203,229.4 |
| 2026-04-29 | 837 | $926.55 | $775,522.35 |
| 2026-04-28 | 40 | $937.81 | $37,512.4 |
| 2026-04-27 | 214 | $926.91 | $198,358.74 |
| 2026-04-24 | 181 | $931.30 | $168,565.3 |
| 2026-04-23 | 831 | $934.84 | $776,852.04 |
| 2026-04-21 | 146 | $941.74 | $137,494.04 |
| 2026-04-20 | 32,339 | $925.95 | $29.9M |
| 2026-04-13 | 925 | $907.80 | $839,715 |
| 2026-04-08 | 216 | $864.15 | $186,656.4 |
| 2026-04-07 | 580 | $866.05 | $502,309 |
| 2026-04-06 | 2,899 | $863.04 | $2.5M |
| 2026-04-02 | 500 | $860.21 | $430,105 |
| 2026-03-30 | 14,707 | $802.89 | $11.8M |
| 2026-03-27 | 24,661 | $822.64 | $20.3M |
| 2026-03-25 | 30 | $835.72 | $25,071.6 |
| 2026-03-24 | 11 | $831.27 | $9,143.97 |
| 2026-03-20 | 10 | $809.50 | $8,095 |
| 2026-03-19 | 19 | $805.48 | $15,304.12 |
| 2026-03-16 | 15 | $782.21 | $11,733.15 |
| 2026-03-03 | 2,677 | $861.70 | $2.3M |
| 2026-03-02 | 755 | $859.57 | $648,975.35 |
| 2026-02-27 | 758 | $929.00 | $704,182 |
| 2026-02-26 | 26 | $921.38 | $23,955.88 |
| 2026-02-23 | 4,340 | $922.24 | $4.0M |
| 2026-02-19 | 36 | $933.73 | $33,614.28 |
| 2026-02-18 | 2,949 | $916.04 | $2.7M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 2,446,600 | $2,069,799,134K |
| Millennium Management | 2026-Q1 | 188,600 | $159,553,714K |
| Point72 Asset Mgmt | 2026-Q1 | 59,000 | $49,913,410K |
| Two Sigma Investments | 2026-Q1 | 22,700 | $19,203,973K |
| Renaissance Technologies | 2026-Q1 | 10,079 | $8,527,440K |
| Bridgewater Associates | 2026-Q1 | 4,154 | $3,514,242K |
| DE Shaw | 2026-Q1 | 3,672 | $3,106,475K |
| Citadel Advisors | 2025-Q4 | 2,341,600 | $2,058,266,400K |
| Millennium Management | 2025-Q4 | 157,900 | $138,794,100K |
| Point72 Asset Mgmt | 2025-Q4 | 61,500 | $54,058,500K |
| Two Sigma Investments | 2025-Q4 | 25,000 | $21,975,000K |
| DE Shaw | 2025-Q4 | 9,559 | $8,402,361K |
| Bridgewater Associates | 2025-Q4 | 2,174 | $1,910,946K |
| Druckenmiller (Duquesne) | 2025-Q4 | 27,500 | $24,173K |
| Citadel Advisors | 2025-Q3 | 2,647,400 | $2,108,256,990K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| MS | 0.865 | 0.845 | High co-movement |
| C | 0.765 | 0.760 | High co-movement |
| JPM | 0.721 | 0.676 | High co-movement |
| MC | 0.692 | 0.670 | Moderate |
| STT | 0.688 | 0.677 | Moderate |
| BAC | 0.670 | 0.614 | Moderate |
| COF | 0.668 | 0.611 | Moderate |
| CFG | 0.665 | 0.605 | Moderate |
| BLK | 0.663 | 0.620 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GS to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.